+43.4%
NVTS vs EWJ
+73.0%
-29.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.2% | +2.1% | 0.0% |
| 7D | -1.4% | +0.3% | -1.7% | -1.9% |
| 30D | -16.5% | +0.8% | -17.3% | -17.5% |
| 3M | -47.6% | +7.5% | -55.1% | -52.9% |
| 6M | +7.3% | +15.6% | -8.3% | -12.6% |
| YTD | +62.9% | +22.7% | +40.2% | +20.7% |
| 1Y | +91.3% | +26.4% | +64.9% | +36.2% |
| 3Y | +43.4% | +72.5% | -29.1% | -41.9% |
| All | +43.4% | +73.0% | -29.6% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EWJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling